+987.7%
BBWI vs RVTY
+2,416.7%
-1,429.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +2.9% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | -5.2% | +13.2% | -18.4% | -9.3% |
| 3M | +11.1% | +27.2% | -16.1% | +1.9% |
| 6M | -13.4% | +32.4% | -45.8% | -21.6% |
| YTD | +0.1% | +34.9% | -34.8% | -10.2% |
| 1Y | -36.1% | +52.4% | -88.5% | -45.2% |
| 3Y | -44.1% | +12.3% | -56.4% | -47.7% |
| 5Y | -66.2% | -30.8% | -35.4% | -63.6% |
| 10Y | -54.8% | +150.7% | -205.4% | -66.2% |
| All | +987.7% | +2,416.7% | -1,429.0% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling